Ejemplo n.º 1
0
        public void whenTimeFrameIs1ResultShouldBeIndicatorValue()
        { // throws exception
            IIndicator <decimal> indicator = getIndicator(new ClosePriceIndicator(data), 1);

            for (int i = 0; i < data.GetBarCount(); i++)
            {
                Assert.AreEqual(data.GetBar(i).ClosePrice, indicator.GetValue(i));
            }
        }
Ejemplo n.º 2
0
 public void getEndGetBeginGetBarCountIsEmpty()
 {
     //  series
     Assert.AreEqual(0, defaultSeries.GetBeginIndex());
     Assert.AreEqual(bars.Count - 1, defaultSeries.GetEndIndex());
     Assert.AreEqual(bars.Count, defaultSeries.GetBarCount());
     Assert.IsFalse(defaultSeries.IsEmpty());
     // Constrained series
     Assert.AreEqual(2, constrainedSeries.GetBeginIndex());
     Assert.AreEqual(4, constrainedSeries.GetEndIndex());
     Assert.AreEqual(3, constrainedSeries.GetBarCount());
     Assert.IsFalse(constrainedSeries.IsEmpty());
     // Empty series
     Assert.AreEqual(-1, emptySeries.GetBeginIndex());
     Assert.AreEqual(-1, emptySeries.GetEndIndex());
     Assert.AreEqual(0, emptySeries.GetBarCount());
     Assert.IsTrue(emptySeries.IsEmpty());
 }
        public void bollingerBandsMiddleUsingSMA()
        {
            SMAIndicator sma = new SMAIndicator(new ClosePriceIndicator(data), 3);
            BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);

            for (int i = 0; i < data.GetBarCount(); i++)
            {
                Assert.AreEqual(sma.GetValue(i), bbmSMA.GetValue(i));
            }
        }
Ejemplo n.º 4
0
        public void addBar()
        {
            defaultSeries = new BaseTimeSeries();
            IBar firstBar  = new MockBar(new DateTime(2014, 6, 13, 0, 0, 0, 0), 1M);
            IBar secondBar = new MockBar(new DateTime(2014, 6, 14, 0, 0, 0, 0), 2M);

            Assert.AreEqual(0, defaultSeries.GetBarCount());
            Assert.AreEqual(-1, defaultSeries.GetBeginIndex());
            Assert.AreEqual(-1, defaultSeries.GetEndIndex());

            defaultSeries.AddBar(firstBar);
            Assert.AreEqual(1, defaultSeries.GetBarCount());
            Assert.AreEqual(0, defaultSeries.GetBeginIndex());
            Assert.AreEqual(0, defaultSeries.GetEndIndex());

            defaultSeries.AddBar(secondBar);
            Assert.AreEqual(2, defaultSeries.GetBarCount());
            Assert.AreEqual(0, defaultSeries.GetBeginIndex());
            Assert.AreEqual(1, defaultSeries.GetEndIndex());
        }
Ejemplo n.º 5
0
        public void recursiveCachedIndicatorOnMovingTimeSeriesShouldNotCauseStackOverflow()
        {
            // Added to check issue #120: https://github.com/mdeverdelhan/ta4j/issues/120
            // See also: CachedIndicator#getValue(int index)
            series = new MockTimeSeries();
            series.SetMaximumBarCount(5);
            Assert.AreEqual(5, series.GetBarCount());

            ZLEMAIndicator zlema = new ZLEMAIndicator(new ClosePriceIndicator(series), 1);

            Assert.AreEqual(zlema.GetValue(8), 4996);
        }
Ejemplo n.º 6
0
        public void subSeriesCreation()
        {
            ITimeSeries subSeries = defaultSeries.GetSubSeries(2, 5);

            Assert.AreEqual(defaultSeries.Name, subSeries.Name);
            Assert.AreEqual(0, subSeries.GetBeginIndex());
            Assert.AreEqual(defaultSeries.GetBeginIndex(), subSeries.GetBeginIndex());
            Assert.AreEqual(2, subSeries.GetEndIndex());
            Assert.AreNotEqual(defaultSeries.GetEndIndex(), subSeries.GetEndIndex());
            Assert.AreEqual(3, subSeries.GetBarCount());

            subSeries = defaultSeries.GetSubSeries(-1000, 1000);
            Assert.AreEqual(0, subSeries.GetBeginIndex());
            Assert.AreEqual(defaultSeries.GetEndIndex(), subSeries.GetEndIndex());
        }
Ejemplo n.º 7
0
 /**
  * @return the size of the time series
  */
 public int GetSize()
 {
     return(_timeSeries.GetBarCount());
 }